Stan instead of posting a question everytime you get to a small hurdle you wish to cross I have a suggestion for you :

By a book about Windows game programming and download the DirectX 7 docs...

Step #1 Read the book.
Step #2 Read the docs.

Now repeat the process several times, you should have an understanding of how to load a bitmap file to the screen via DirectX. Alas you need the DirectX SDK! What now!? Well you download the 'SDK' from microsoft's website.

Although this maybe more than you can chew, it is what you got to do. One more thing, you can see what is in a header file by... opening it.

This is pretty basic here. My header file just declares all the functions and classes that my c file contains. In this case I only have prototyped a single class. The c file just defines the class' functions.

This is why header files are there. Okay, i'm sure you are familiar with all this. My point here is that rather than focusing on what each header contains, you should focus on learning what functions and classes you need. From that you will memorize the headers that you use most.

Sang-drax, I can't disagree there but "Sams Teach Yourself C++ in 24 hours" is not. My point was not that books that contain the word "dummy" in the title are bad. My point was books that have overly ambitious titles are bad. Books like "Sams Teach Yourself C++ in 24 hours" are very effective if you have some programming background, otherwise you end up like poor stan over here.